Brevan Howard Capital Management LP

Q2 2022 13F-HR Detailed Holdings

Location
St. Helier, Y9
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
48
Total value ($000)
$2,429,512
Net value change ($000)
+555,108 (29.6%)
New positions
22
Sold out positions
12
Turnover %
63.6%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q1 2022
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
MRNA 30,524 322.2%
URA 10,321 48.1%
EXE 3,390 NEW
EFA 2,695 NEW
IOVA 2,253 NEW
VALE 2,206 337.8%
MSFT 1,477 NEW
DOCN 1,448 NEW
IAC 1,367 NEW
NOW 1,284 NEW
Top Reduces (Value $000, Stocks/ETFs)
BIDU -15,492 -100.0%
IJH -13,756 -100.0%
XLE -8,951 -100.0%
EWY -5,342 -100.0%
CONCORD ACQUISITION CORP -4,612 -100.0%
ICLN -3,792 -100.0%
KRE -3,455 -100.0%
CME -3,400 -13.9%
DBC -2,916 -100.0%
XOP -2,437 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 2,292,791 (94.4% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None